SGI vs. ILMN

Last updated Jun 4, 2026

SGI (Somnigroup International Inc.) and ILMN (Illumina, Inc.) are both stocks. SGI operates in Furnishings, Fixtures & Appliances (Consumer Cyclical), while ILMN operates in Diagnostics & Research (Healthcare). Over the past 10 years, SGI returned 16.74%/yr vs 1.90%/yr for ILMN. At a 0.31 correlation, their price movements are largely independent.

Performance

SGI vs. ILMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Somnigroup International Inc. (SGI) and Illumina, Inc. (ILMN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGI achieves a -24.15% return, which is significantly lower than ILMN's 30.32% return. Over the past 10 years, SGI has outperformed ILMN with an annualized return of 16.74%, while ILMN has yielded a comparatively lower 1.90% annualized return.

SGI

• 1D: -0.84%
• 1M: -7.54%
• YTD: -24.15%
• 6M: -25.43%
• 1Y: 4.87%
• 3Y*: 22.96%
• 5Y*: 12.98%
• 10Y*: 16.74%

ILMN

• 1D: 5.16%
• 1M: 22.64%
• YTD: 30.32%
• 6M: 33.59%
• 1Y: 108.88%
• 3Y*: -5.36%
• 5Y*: -15.92%
• 10Y*: 1.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGI vs. ILMN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGI Somnigroup International Inc.	-24.15%	58.81%	12.34%	50.08%	-25.99%	75.59%	24.05%	110.29%	-33.96%	-8.19%
ILMN Illumina, Inc.	30.32%	-1.85%	-1.34%	-31.14%	-46.85%	2.82%	11.53%	10.61%	37.27%	70.64%

Correlation

The correlation between SGI and ILMN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Dec 19, 2003	0.31

The correlation between SGI and ILMN shifts across timeframes, from 0.24 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SGI : $14.33B ILMN : $26.32B
EPS SGI : $2.45 ILMN : $5.48
PE Ratio SGI : 27.49 ILMN : 31.21
PS Ratio SGI : 1.87 ILMN : 6.06
PB Ratio SGI : 4.55 ILMN : 8.69
Total Revenue (TTM) SGI : $7.67B ILMN : $4.39B
Gross Profit (TTM) SGI : $3.40B ILMN : $2.93B
EBITDA (TTM) SGI : $1.14B ILMN : $1.39B

Return for Risk

SGI vs. ILMN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGI

SGI Risk / Return Rank: 43
SGI Sharpe Ratio Rank: 45
SGI Sortino Ratio Rank: 41
SGI Omega Ratio Rank: 40
SGI Calmar Ratio Rank: 44
SGI Martin Ratio Rank: 45

ILMN

ILMN Risk / Return Rank: 88
ILMN Sharpe Ratio Rank: 90
ILMN Sortino Ratio Rank: 90
ILMN Omega Ratio Rank: 87
ILMN Calmar Ratio Rank: 88
ILMN Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGI vs. ILMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Somnigroup International Inc. (SGI) and Illumina, Inc. (ILMN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	SGI	ILMN	Difference
Sharpe ratio Return per unit of total volatility	0.13	2.33	-2.20
Sortino ratio Return per unit of downside risk	0.47	3.26	-2.79
Omega ratio Gain probability vs. loss probability	1.06	1.39	-0.34
Calmar ratio Return relative to maximum drawdown	0.13	4.27	-4.13
Martin ratio Return relative to average drawdown	0.38	9.67	-9.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGI vs. ILMN - Sharpe Ratio Comparison

The current SGI Sharpe Ratio is 0.13, which is lower than the ILMN Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SGI and ILMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SGI	ILMN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	2.33	-2.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	-0.35	+0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.05	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.16	+0.11

Drawdowns

SGI vs. ILMN - Drawdown Comparison

The maximum SGI drawdown since its inception was -89.24%, smaller than the maximum ILMN drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for SGI and ILMN.

Drawdown Indicators

	SGI	ILMN	Difference
Max Drawdown Largest peak-to-trough decline	-89.24%	-96.14%	+6.90%
Max Drawdown (1Y) Largest decline over 1 year	-37.12%	-25.66%	-11.46%
Max Drawdown (3Y) Largest decline over 3 years	-37.12%	-65.68%	+28.56%
Max Drawdown (5Y) Largest decline over 5 years	-58.53%	-86.23%	+27.70%
Max Drawdown (10Y) Largest decline over 10 years	-74.91%	-86.23%	+11.32%
Current Drawdown Current decline from peak	-30.89%	-66.52%	+35.63%
Average Drawdown Average peak-to-trough decline	-27.79%	-40.37%	+12.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.99%	11.30%	+1.69%

Volatility

SGI vs. ILMN - Volatility Comparison

Somnigroup International Inc. (SGI) has a higher volatility of 16.69% compared to Illumina, Inc. (ILMN) at 9.58%. This indicates that SGI's price experiences larger fluctuations and is considered to be riskier than ILMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGI	ILMN	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.69%	9.58%	+7.11%
Volatility (6M) Calculated over the trailing 6-month period	30.45%	29.23%	+1.22%
Volatility (1Y) Calculated over the trailing 1-year period	36.80%	46.92%	-10.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.35%	45.66%	-6.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.68%	42.17%	+4.51%

Dividends

SGI vs. ILMN - Dividend Comparison

SGI's dividend yield for the trailing twelve months is around 0.95%, while ILMN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
ILMN Illumina, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGI Somnigroup International Inc.	0.95%	0.67%	0.92%	0.86%	1.17%	0.68%

Financials

SGI vs. ILMN - Profitability Comparison

The chart below illustrates the profitability comparison between Somnigroup International Inc. and Illumina, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported a gross profit of 776.90M and revenue of 1.80B. Therefore, the gross margin over that period was 43.1%.

ILMN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Illumina, Inc. reported a gross profit of 721.00M and revenue of 1.09B. Therefore, the gross margin over that period was 66.1%.

SGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported an operating income of 187.10M and revenue of 1.80B, resulting in an operating margin of 10.4%.

ILMN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Illumina, Inc. reported an operating income of 209.00M and revenue of 1.09B, resulting in an operating margin of 19.2%.

SGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported a net income of 104.20M and revenue of 1.80B, resulting in a net margin of 5.8%.

ILMN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Illumina, Inc. reported a net income of 134.00M and revenue of 1.09B, resulting in a net margin of 12.3%.

Frequently Asked Questions

Can I hold both SGI and ILMN in my portfolio?

SGI and ILMN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGI or ILMN?

SGI has higher volatility (16.69%) compared to ILMN (9.58%). In terms of maximum drawdown, SGI dropped -89.24% vs ILMN's -96.14%.

Which has better risk-adjusted returns?

ILMN currently has the higher Sharpe Ratio (2.33 vs 0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.